-13.3%
IBM vs COF
-4.4%
-8.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.1% |
| 7D | +0.4% | +0.7% | -0.3% | +0.1% |
| 30D | +14.8% | +5.7% | +9.1% | +12.3% |
| 3M | +8.9% | -6.7% | +15.6% | +11.6% |
| 6M | +12.4% | +9.5% | +3.0% | +7.5% |
| YTD | -12.4% | -13.9% | +1.5% | -9.0% |
| 1Y | -13.3% | -5.1% | -8.2% | -13.3% |
| All | -13.3% | -4.4% | -8.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling